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[Help-glpk] [Fwd: Re: Is it possible to feed glpsol with a feasible init

From: Andrew Makhorin
Subject: [Help-glpk] [Fwd: Re: Is it possible to feed glpsol with a feasible initial solution to a MIP problem?]
Date: Sat, 07 Apr 2018 15:53:44 +0300

-------- Forwarded Message --------
From: Alejandro Pascual <address@hidden>
To: Andrew Makhorin <address@hidden>
Cc: address@hidden
Subject: Re: [Help-glpk] Is it possible to feed glpsol with a feasible
initial solution to a MIP problem?
Date: Sat, 7 Apr 2018 09:43:32 -0300

Oops sorry, I messed up versions 4.61 and 4.65 between the first and
second execution of glpsol. Being consistent with v4.65 I get fewer

Anyway, I can't get glpsol to use the feasible solutition fed with
--ini. The integer optimization stage ends (after a generous time
limit) with status INTEGER UNDEFINED in the output file (I attach only
the log file of the second executiion because the output file is too
big). I can't figure out what I am doing wrong.


2018-04-06 21:19 GMT-03:00 Alejandro Pascual <address@hidden>:
> Dear Andrew,
> Thanks for your quick reply, I'm still a beginner with GLPK and
> haven't noticed the -w and --ini options.
> I've tried the --fpump option with no success (even after waiting for
> days), and after your suggestion, the --proxy option with 5400 seconds
> without success either. I attach the model and data files. Setting the
> binary variables to one, glpsol can find a feasible solution.
> Now I'am trying the -w, --ini sequence of two consecutive glpsol
> executions (-w to save the solution obtained with the binary variables
> set to one, and --ini to feed this solution as a feasible solution to
> the original MIP problem). After the LP relaxation, the second
> execution is warning me: basis matrix is ill-conditioned (cond =
> 3.27e+13). I guess the instance of the problem is just too hard, but I
> am not sure if the integer optimization stage is actually using the
> feasible solution I intended to provide. ┬┐How should I understand the
> attached log file?
> Thank you very much for your help.
> Best regards,
> Alejandro
> 2018-04-06 6:13 GMT-03:00 Andrew Makhorin <address@hidden>:
>> On Thu, 2018-04-05 at 14:40 -0300, Alejandro Pascual wrote:
>>> Hi,
>>> I am working on a MIP problem for which glpsol can't find a feasible
>>> solution in a reasonable amount of time. However, fixing the values of
>>> the integer variables (which are all binary) to one, I can get glpsol
>>> to find an optimum solution rather quickly. Is it possible to feed
>>> this solution as initial (suboptimal) solution of the original
>>> problem?
>> Yes. Save the mip solution found with 'glpsol ... -w FILENAME' and then
>> specify it as initial one 'glpsol ... --ini FILENAME'.
>> BTW, did you try using --fpump or --proxy to find a feasible solution?
>>> I have read in the help-list that this was not possible with MathProg
>>> in 2007, but maybe now it is. If it is not, what would be the most
>>> direct way to hack the code in order to do so?
>>> Regards,
>>> Alejandro Pascual
>>> _______________________________________________
>>> Help-glpk mailing list
>>> address@hidden

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